Poetic license is much like a driver's license ocassionally the driver (writer/director) needs to be retested and perhaps have it revoked

As far as being sent back being cheating:
Gandalf was the immortal Maiar spirit Olorin, so any death was merely an illusion- a disembodiement of spirit from the shape of an old wizard the Istari had taken on. Much like Sauron (another Maira spirit) being disembodied and returning as an eye.

That Manwe selected him to be the Istari to finally deal with the Balrog of Morgoth, knowing well Olorin's fear of his fallen Maiar counterparts, seems to indicate the Valar do not like leaving things unresolved. Since Gandalf was the one to discover Saurman's treason and it was an Eagle of Manwe that rescued him, one might assume the Valar would keep sending him back until all he was appointed to do was complete.

I'd really have to dig back into the books for specifics.

On a crystal morning I can see the dewdrops falling
Down from a gleaming heaven, I can hear the voices calling
When you comin' home now, son, this world is not for you

Ok, how many times do we have to go over this? Gandalf died. For real. It was not an illusion - he really died, in other words, his soul really did separate from his body and left the earth. And he actually had a body, not the illusion of a body - else, why would it be a big deal that Sauron had lost his abiltiy to take on forms? "Taking on forms" is emobdying. Angels can only appear to have forms, or manipulate the air/nature such that they can interact with physical beings, but they don't take on bodies. But that's not the case with Maia - otherwise, it would have been no problem fro Gandalf to escape from Orthanc, for one, and there is no reason why they should constrain themselves to these physical illusions so closely for so long. So they were real bodies, even if they came about in a different sort of way than a human birth. Now, being a Maia their kind of death is different from a human death, because Man is mortal, and Maia are not - so getting sent back was always certainly an option. But Tolkien himself says that Gandalf dies, and if you don't think he was specific enough about it in Gandalf's conversation with Theoden and Wormtongue, I can go pull out the Unfinished Tales to prove it.

[color=#ff6600][i]Workings of man crying out from the fires set aflame
By his blindness to see that the warmth of his being
Is promised for his seeing, his reaching so clearly[/i][/color]